9780132242264

Fundamentals of Futures and Options Markets

by
  • ISBN13:

    9780132242264

  • ISBN10:

    0132242265

  • Edition: 6th
  • Format: Hardcover
  • Copyright: 6/1/2007
  • Publisher: Pearson College Div
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List Price: $193.33

Summary

Updated and revised to reflect the most current information, this introduction to futures and options markets is ideal for those with a limited background in mathematics.Based on Hull'sOptions, Futures and Other Derivatives,one of the best-selling books on Wall Street, this book presents an accessible overview of the topicwithout the use of calculus.Packed with numerical samples and accounts of real-life situations, the Fifth Edition effectively guides readers through the material while providing them with a host of tangible examples.For professionals with a career in futures and options markets, financial engineering and/or risk management.

Table of Contents

Preface
Introduction
Mechanics of Futures and Forward Markets
Hedging Strategies Using Futures
Interest Rates Determination of Forward and Futures Prices
Interest Rate Futures
Swaps Mechanics of Options
Markets Properties of Stock Options
Trading Strategies
Involving Options
Introduction to Binomial Trees
Valuing Stock Options: The Black-Scholes Model
Options on Stock Indices and Currencies
Futures Options
The Greek Letters
Binomial Trees in Practice Volatility Smiles
Value at Risk
Interest-Rate Options
Exotic Options and Other
Non-Standard Instruments
Credit Derivatives
Insurance, Weather, Energy, and Credit Derivatives
Derivatives Disasters and What We Can Learn From Them
Glossary of Terms DerivaGem Software Major Exchanges Trading Futures and Options Table for N(x) when x<0 Table for N(x) when x>0 Index
Table of Contents provided by Publisher. All Rights Reserved.

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